Missing values: sparse inverse covariance estimation and an extension to sparse regression

DOI10.1007/s11222-010-9219-7zbMath1322.62115arXiv0903.5463OpenAlexW2077870633MaRDI QIDQ80804

Peter Bühlmann, Nicolas Städler, Nicolas Städler

Publication date: 3 December 2010

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.5463

zbMATH Keywords

EM algorithmmissing dataLassoGaussian graphical modeltwo-stage likelihood

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30) Graphical methods in statistics (62A09)

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Uses Software

• glasso
• glmnet
• scout
• impute

Cites Work

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